Regarding the mobile stolen process

My mobile was stolen last Nov in Paris and I sent all documents (the police report, the mobile purchase receipt) to Telefonica via Email.

And I called to Telefonica insurance today. And a woman told me that I should report the mobile stolen to O2. And keep asking I have ever received new mobile, no!

However, as I wrote here before, I could not find any option to report about the mobile stolen via O2 website.

And there is an issue about IMEI. When I bought the mobile and registered the mobile insurance, Telefonica sent wrong IMEI on a receipt first and then Telefonica sent again the receipt with correct IMEI. BTW, the old IMEI was inactive when I registered the mobile insurance. 

What should I do now?